We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+4.68%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$51.6B
AUM Growth
+$3.1B
Cap. Flow
+$1.86B
Cap. Flow %
3.61%
Top 10 Hldgs %
53.05%
Holding
5,102
New
418
Increased
646
Reduced
918
Closed
1,761

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$141M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$107M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$69.3M
4
INTC icon
Intel
INTC
+$68.2M
5
ILG
ILG, Inc Common Stock
ILG
+$65.9M

Top Sells

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$63.3M
2
MDLZ icon
Mondelez International
MDLZ
+$53.1M
3
EBIX
Ebix Inc
EBIX
+$48.1M
4
ACIW icon
ACI Worldwide
ACIW
+$36.4M
5
CRM icon
Salesforce
CRM
+$24.9M

Sector Composition

Rank Sector Weight
1 Technology 0.85%
2 Consumer Discretionary 0.73%
3 Financials 0.61%
4 Consumer Staples 0.43%
5 Communication Services 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
STPP
4526
DELISTED
iPath US Treasury Steepener ETN
STPP
$0 ﹤0.01%
1
– –
FLAT
4527
DELISTED
iPath US Treasury Flattener ETN
FLAT
$0 ﹤0.01%
1
– –
DTYL
4528
DELISTED
iPath US Treasury 10-year Bull ETN
DTYL
$0 ﹤0.01%
1
– –
CROP
4529
DELISTED
IQ Global Agribusiness Small Cap ETF
CROP
$0 ﹤0.01%
1
– –
TLRD
4530
CALL
DELISTED
Tailored Brands, Inc.
TLRD
– –
-1,000
Closed -$15K
NE
4531
PUT
DELISTED
Noble Corporation
NE
– –
-9,200
Closed -$56K
LM
4532
PUT
DELISTED
Legg Mason, Inc.
LM
– –
-2,000
Closed -$72K
BGG
4533
CALL
DELISTED
Briggs & Stratton Corp.
BGG
– –
-6,000
Closed -$135K
HCR
4534
CALL
DELISTED
Hi-Crush Inc. Common Stock
HCR
– –
-2,000
Closed -$35K
HCR
4535
DELISTED
Hi-Crush Inc. Common Stock
HCR
$0 ﹤0.01%
1
-102,264
-100% -$1.4M
HCR
4536
PUT
DELISTED
Hi-Crush Inc. Common Stock
HCR
– –
-800
Closed -$14K
DSLV
4537
DELISTED
VelocitySharesTM 3x Inverse Silver ETN linked to the S&P GSCI Silver Inverse Index ER
DSLV
$0 ﹤0.01%
1
– –
DGLD
4538
DELISTED
VelocitySharesTM 3x Inverse Gold ETN linked to the S&P GSCI Gold Index ER
DGLD
$0 ﹤0.01%
1
– –
ZIV
4539
DELISTED
VelocityShares Daily Inverse VIX Medium Term ETN
ZIV
$0 ﹤0.01%
1
– –
MINI
4540
DELISTED
Mobile Mini Inc
MINI
– –
-61
Closed -$2K
GNC
4541
PUT
DELISTED
GNC Holdings, Inc.
GNC
– –
-15,000
Closed -$110K
TECD
4542
CALL
DELISTED
Tech Data Corp
TECD
– –
-2,200
Closed -$207K
TECD
4543
DELISTED
Tech Data Corp
TECD
– –
-32
Closed -$3K
TECD
4544
PUT
DELISTED
Tech Data Corp
TECD
– –
-1,000
Closed -$94K
JPGE
4545
DELISTED
JPMorgan Diversified Return Global Equity ETF
JPGE
$0 ﹤0.01%
1
– –
SDRL
4546
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-115
Closed -$51K
SDRL
4547
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-93
Closed -$41K
LTM
4548
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
– –
-342
Closed -$4K
TIVO
4549
CALL
DELISTED
Tivo Inc
TIVO
– –
-400
Closed -$8K
TIVO
4550
DELISTED
Tivo Inc
TIVO
– –
-2,182
Closed -$41K
180 181
182
183 184

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

Parallax Volatility Advisers's Q2 2017 Portfolio in Review

As of Q2 2017, Parallax Volatility Advisers held 5,102 positions worth $51.6B, up 6.4% from $48.5B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Parallax Volatility Advisers deployed $1.86B of net new capital in Q2 2017, opening 418 new positions and adding to 646 existing holdings. Its largest new stake was Intel: 1,905,541 shares worth $64.3M.

By sector, the portfolio is most concentrated in Technology at 0.85% of assets, up from 0.55% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Caterpillar, an estimated $63.3M trimmed.

  • Parallax Volatility Advisers's largest Q2 2017 buy was Intel: 1,905,541 shares worth $64.3M.
  • Parallax Volatility Advisers added most to State Street Financial Select Sector SPDR ETF in Q2 2017, an estimated $141M increase.
  • Parallax Volatility Advisers's biggest Q2 2017 reduction was Caterpillar, cutting an estimated $63.3M.
  • Parallax Volatility Advisers fully exited FMC in Q2 2017, selling an estimated $24.4M.
  • Parallax Volatility Advisers's ten largest holdings make up 53% of its $51.6B portfolio in Q2 2017.
  • Parallax Volatility Advisers opened 418 new positions and closed 1,761 in Q2 2017.
  • Parallax Volatility Advisers's portfolio value rose 6.4% quarter-over-quarter to $51.6B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2017, filed 14 Aug 2017.